Hello ajstella,
Did you buy a new iPhone or did someone you know buy a new iPhone under your Apple ID? That is the only way this notification would appear (I believe). If you did not, I'd recommend changing your Apple ID password and device passcodes.
I'd also recommend going through the Safety Check under Privacy & Security in the Settings app. Revoke access to people and apps that shouldn't be using your data. Step 3 is the most important! It'll show all devices currently signed into your Apple ID. Select all devices you do not recognize and remove them. This will sign them out of your Apple ID.